Euro Bund Future March 2008
| Trading Metrics calculated at close of trading on 30-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2007 |
30-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
114.82 |
115.23 |
0.41 |
0.4% |
115.61 |
| High |
115.42 |
115.33 |
-0.09 |
-0.1% |
116.33 |
| Low |
114.78 |
114.53 |
-0.25 |
-0.2% |
114.53 |
| Close |
115.26 |
114.81 |
-0.45 |
-0.4% |
114.81 |
| Range |
0.64 |
0.80 |
0.16 |
25.0% |
1.80 |
| ATR |
0.56 |
0.58 |
0.02 |
3.0% |
0.00 |
| Volume |
93,372 |
124,341 |
30,969 |
33.2% |
378,020 |
|
| Daily Pivots for day following 30-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.29 |
116.85 |
115.25 |
|
| R3 |
116.49 |
116.05 |
115.03 |
|
| R2 |
115.69 |
115.69 |
114.96 |
|
| R1 |
115.25 |
115.25 |
114.88 |
115.07 |
| PP |
114.89 |
114.89 |
114.89 |
114.80 |
| S1 |
114.45 |
114.45 |
114.74 |
114.27 |
| S2 |
114.09 |
114.09 |
114.66 |
|
| S3 |
113.29 |
113.65 |
114.59 |
|
| S4 |
112.49 |
112.85 |
114.37 |
|
|
| Weekly Pivots for week ending 30-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.62 |
119.52 |
115.80 |
|
| R3 |
118.82 |
117.72 |
115.31 |
|
| R2 |
117.02 |
117.02 |
115.14 |
|
| R1 |
115.92 |
115.92 |
114.98 |
115.57 |
| PP |
115.22 |
115.22 |
115.22 |
115.05 |
| S1 |
114.12 |
114.12 |
114.65 |
113.77 |
| S2 |
113.42 |
113.42 |
114.48 |
|
| S3 |
111.62 |
112.32 |
114.32 |
|
| S4 |
109.82 |
110.52 |
113.82 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116.33 |
114.53 |
1.80 |
1.6% |
0.77 |
0.7% |
16% |
False |
True |
75,604 |
| 10 |
116.33 |
114.53 |
1.80 |
1.6% |
0.64 |
0.6% |
16% |
False |
True |
43,956 |
| 20 |
116.33 |
114.08 |
2.25 |
2.0% |
0.53 |
0.5% |
32% |
False |
False |
24,015 |
| 40 |
116.33 |
112.00 |
4.33 |
3.8% |
0.47 |
0.4% |
65% |
False |
False |
12,487 |
| 60 |
116.33 |
112.00 |
4.33 |
3.8% |
0.43 |
0.4% |
65% |
False |
False |
8,424 |
| 80 |
116.33 |
112.00 |
4.33 |
3.8% |
0.35 |
0.3% |
65% |
False |
False |
6,421 |
| 100 |
116.33 |
110.17 |
6.16 |
5.4% |
0.28 |
0.2% |
75% |
False |
False |
5,281 |
| 120 |
116.33 |
109.45 |
6.88 |
6.0% |
0.23 |
0.2% |
78% |
False |
False |
4,510 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118.73 |
|
2.618 |
117.42 |
|
1.618 |
116.62 |
|
1.000 |
116.13 |
|
0.618 |
115.82 |
|
HIGH |
115.33 |
|
0.618 |
115.02 |
|
0.500 |
114.93 |
|
0.382 |
114.84 |
|
LOW |
114.53 |
|
0.618 |
114.04 |
|
1.000 |
113.73 |
|
1.618 |
113.24 |
|
2.618 |
112.44 |
|
4.250 |
111.13 |
|
|
| Fisher Pivots for day following 30-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
114.93 |
115.03 |
| PP |
114.89 |
114.95 |
| S1 |
114.85 |
114.88 |
|